Illustrator distorting and deleting my lines?!

I have to do something really quick in Illustrator. But every time I draw a new line the last line disappears!!
Whether I use the brush or the pencil. If I concentrate real hard and draw in super slow motion, I can get it to not disappear. BUT then when I draw a new line, it DISTORTS the previous line to something completely different. Is there a way to turn OFF this "function"?

Is this a joke? Can I draw something without illustrator trashing and ruining everything I do?